Prolonged oxidative stress is detrimental to health; however, transient oxidative stress may improve immune capability. We examined whether exercise-induced increases in the plasma oxidative generating capability enhance immune responsiveness to potential pathogens. Twelve individuals underwent a 30-min row and pre and post-exercise bloods were collected for oxidative stress and immune assessment. We found that exercise induced a transient increase in plasma carbonyls (3.2–5.3 nmol/mg protein) and creatine kinase activity (0.5–1.2 absorbance/min/mg protein) and that lipopolysaccharide (LPS) stimulation (0.5–24 h) of pre- and post-exercise blood augmented temporal tumour necrosis factor-α (TNFα) secretion. Further characterisation of plasma using a modified dihydro-2′,7′-dichlorohydrofluorescein (DCF) assay revealed that addition of a sub-threshold of hydrogen peroxide to post-exercise (and not pre-exercise) plasma caused a sixfold increase in the radical oxygen species (ROS) generating capability after 15 min (555 ± 131 to 3607 ± 488 change in fluorescent intensity ΔFI), which was inhibited using 60 mM N -acetyl- l -cysteine (920 ± 154 ΔFI). Furthermore, cell experiments revealed that LPS stimulation of either THP-1 cells pre-incubated with post-exercise plasma or peripheral blood mononuclear cells pre-treated with pro-oxidants, modulated the temporal secretion of key cytokines that regulate the initiation, progression and resolution of an inflammatory response. These results indicate that exercise-induced changes in plasma parameters (e.g. oxidative generating capability—dependent or independent of inflammatory mediators) augment the temporal LPS response and support the notion that repeated transient oxidative stress (such as that induced by regular exercise) is important for a “healthy” immune system.